Jamaica Stock Exchange Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.57% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -0.97 | |
| 0.1649 | 20.38 | |
| 0.9682 | 430.68 | |
| 0.0133 | 2.31 |
Estimation Period:
Jan 1, 1999 to Feb 13, 2026
Jan 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices